+794.2%
MS vs HIG
+304.7%
+489.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +2.5% | -1.1% | +3.5% | +3.1% |
| 30D | 0.0% | -4.9% | +4.9% | +2.8% |
| 3M | +2.4% | +6.8% | -4.3% | -2.2% |
| 6M | +36.4% | -1.7% | +38.1% | +36.3% |
| YTD | +23.8% | -0.2% | +24.0% | +22.4% |
| 1Y | +48.6% | +5.7% | +42.9% | +41.3% |
| 3Y | +179.1% | +100.3% | +78.9% | +79.3% |
| 5Y | +144.8% | +118.5% | +26.3% | +48.5% |
| 10Y | +794.2% | +309.7% | +484.5% | +252.2% |
| All | +794.2% | +304.7% | +489.5% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling